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Option pricing theory
50
Optionspreistheorie
50
Theorie
35
Theory
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26
United States
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Index futures
8
Index-Futures
8
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Christoffersen, Peter F.
4
Jacobs, Kris
4
Longstaff, Francis A.
3
Bakshi, Gurdip S.
2
Detemple, Jérôme B.
2
Driessen, Joost
2
Heston, Steven L.
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Lustig, Hanno
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Phillips, Peter C. B.
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Schwartz, Eduardo S.
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Subrahmanyam, Marti G.
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Vanden, Joel M.
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Yu, Jun
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The review of financial studies
International journal of theoretical and applied finance
467
Mathematical finance : an international journal of mathematics, statistics and financial theory
255
The journal of futures markets
253
The journal of computational finance
251
Applied mathematical finance
240
Finance and stochastics
218
Journal of banking & finance
209
The journal of derivatives : the official publication of the International Association of Financial Engineers
203
Quantitative finance
190
Review of derivatives research
170
Insurance / Mathematics & economics
139
European journal of operational research : EJOR
131
Journal of economic dynamics & control
130
International journal of financial engineering
113
Journal of mathematical finance
107
Finance research letters
103
Computational economics
102
Risks : open access journal
93
Research paper series / Swiss Finance Institute
87
The North American journal of economics and finance : a journal of financial economics studies
83
The European journal of finance
80
Journal of financial economics
79
Asia-Pacific financial markets
77
Journal of econometrics
66
Journal of financial and quantitative analysis : JFQA
57
NBER working paper series
57
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
57
Energy economics
56
Review of quantitative finance and accounting
55
SFB 649 discussion paper
54
The journal of finance : the journal of the American Finance Association
53
Annals of finance
50
Journal of risk and financial management : JRFM
50
The journal of real estate finance and economics
50
Working paper / National Bureau of Economic Research, Inc.
50
Economic modelling
48
Decisions in economics and finance : DEF ; a journal of applied mathematics
47
International review of economics & finance : IREF
47
SpringerLink / Bücher
46
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1
A bound on expected stock returns
Kadan, Ohad
;
Tang, Xiaoxiao
- In:
The review of financial studies
33
(
2020
)
4
,
pp. 1565-1617
Persistent link: https://www.econbiz.de/10012198410
Saved in:
2
Cumulative prospect theory, option returns, and the variance premium
Baele, Lieven
;
Driessen, Joost
;
Ebert, Sebastian
; …
- In:
The review of financial studies
32
(
2019
)
9
,
pp. 3667-3723
Persistent link: https://www.econbiz.de/10012108129
Saved in:
3
The factor structure in equity options
Christoffersen, Peter F.
;
Fournier, Mathieu
;
Jacobs, Kris
- In:
The review of financial studies
31
(
2018
)
2
,
pp. 595-637
Persistent link: https://www.econbiz.de/10011925246
Saved in:
4
Deflation risk
Fleckenstein, Matthias
;
Longstaff, Francis A.
;
Lustig, Hanno
- In:
The review of financial studies
30
(
2017
)
8
,
pp. 2719-2760
Persistent link: https://www.econbiz.de/10011755601
Saved in:
5
Determinants of trader profits in commodity futures markets
Dewaly, Michaël
;
Ederington, Louis H.
;
Fernando, Chitru S.
- In:
The review of financial studies
26
(
2013
)
10
,
pp. 2648-283
Persistent link: https://www.econbiz.de/10010207243
Saved in:
6
Capturing option anomalies with a variance-dependent pricing Kernel
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
- In:
The review of financial studies
26
(
2013
)
8
,
pp. 1962-2006
Persistent link: https://www.econbiz.de/10010207293
Saved in:
7
Dynamic investment and financing under personal taxation
Morellec, Erwan
;
Schürhoff, Norman
- In:
The review of financial studies
23
(
2010
)
1
,
pp. 101-146
Persistent link: https://www.econbiz.de/10003941600
Saved in:
8
The market price of aggregate risk and the wealth distribution
Chien, YiLi
;
Lustig, Hanno
- In:
The review of financial studies
23
(
2010
)
4
,
pp. 1596-1650
Persistent link: https://www.econbiz.de/10003959878
Saved in:
9
Volatility dynamics for the S&P500 : evidence from realized volatility, daily returns, and option prices
Christoffersen, Peter F.
;
Jacobs, Kris
;
Mimouni, Karim
- In:
The review of financial studies
23
(
2010
)
8
,
pp. 3141-3189
Persistent link: https://www.econbiz.de/10008662052
Saved in:
10
SEO risk dynamics
Carlson, Murray
;
Fisher, Adlai
;
Giammarino, Ronald P. M.
- In:
The review of financial studies
23
(
2010
)
11
,
pp. 4026-4077
Persistent link: https://www.econbiz.de/10008759859
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